SPSB
SPDR(R) PORTFOLIO SHORT TERM CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.32% | 4.32% | 3.85% | 2.67% | 2.91% | 2.63% | 2.51% | 2.38% |
| Sharpe Ratio | 3.13 | 3.13 | 2.54 | 1.34 | 1.00 | 0.85 | 0.98 | 0.88 |
| Max Drawdown | -0.87% | -0.87% | -1.38% | -5.96% | -11.75% | -11.75% | -11.75% | -11.75% |
| % Time Invested | 100.0% | 100.0% | 76.8% | 100.0% | 83.1% | 100.0% | 87.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-01-19 | Open | Open | 100% | $25.65 | $30.06 | 17.20% | Mark-to-Market |
| 2021-11-18 | 2023-01-19 | Interest | 100% | $1.00 | $1.03 | 3.28% | Interest Income |
| 2020-05-29 | 2021-11-18 | Completed | 100% | $25.84 | $26.28 | 1.70% | Signal |
| 2020-04-02 | 2020-05-29 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-07-10 | 2020-04-02 | Completed | 100% | $23.77 | $24.92 | 4.82% | Signal |
| 2018-02-23 | 2018-07-10 | Interest | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2013-09-24 | 2018-02-23 | Completed | 100% | $22.36 | $23.65 | 5.78% | Signal |
| 2013-08-30 | 2013-09-24 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2012-01-24 | 2013-08-30 | Completed | 100% | $21.61 | $22.24 | 2.94% | Signal |
| 2011-12-22 | 2012-01-24 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
Return Distribution Analysis
